function plotForecastRegressions(momentsModel,momentsData)
FontSizeValue   = 12;
lineWidthValue  = 2.5;
markerSizeValue = 10;

h_index = [1,3,6,12,24];
for i=1:length(h_index)
    idx = 0;
    name = ['h',num2str(h_index(1,i))];
    figure('Name',['Prediction Regressions of Yield Spread: h = ',num2str(h_index(1,i))],'NumberTitle','off')
    if i == 1
       select = 2:2:max(length(momentsData.(name).maturities)); 
    else
        select = 1:max(length(momentsData.(name).maturities));
    end
    % Standard intercepts
    idx = idx + 1;
    subplot(2,2,idx)
    hold on
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.beta(1,select),'-k')
    plot(momentsModel.(name).maturities(select)/12,momentsModel.(name).xhrOnSlope.beta(1,select),'-xk','MarkerSize',markerSizeValue)
    % CI95 bands
    plot(momentsData.(name).maturities(select)/12 ,momentsData.(name).xhrOnSlope.beta(1,select)+1.96*momentsData.(name).xhrOnSlope.betaRegime_se(1,select),'--k')
    plot(momentsData.(name).maturities(select)/12 ,momentsData.(name).xhrOnSlope.beta(1,select)-1.96*momentsData.(name).xhrOnSlope.betaRegime_se(1,select),'--k')
    xlabel('Maturity in years','FontSize',FontSizeValue)
    set(gca,'FontSize',FontSizeValue)
    legend({'Data','Model'},'Orientation','horizontal',...
        'Position',[0.167058531746033 0.962471655328799 0.117291666666667 0.0331632653061225],...
        'FontSize',FontSizeValue)
    hold off
    title('Intercepts')
    axis tight
    
    % Regime-dependent regression: Intercepts
    idx = idx + 1;
    subplot(2,2,idx)
    hold on
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(1,select),'-b')
    plot(momentsModel.(name).maturities(select)/12,momentsModel.(name).xhrOnSlope.betaRegime(1,select),'-xb','MarkerSize',markerSizeValue)
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(2,select),'-r');
    plot(momentsModel.(name).maturities(select)/12,momentsModel.(name).xhrOnSlope.betaRegime(2,select),'-xr','LineWidth',lineWidthValue,'MarkerSize',markerSizeValue)
    % CI95 bands
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(1,select)+1.96*momentsData.(name).xhrOnSlope.betaRegime_se(1,select),'--b')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(1,select)-1.96*momentsData.(name).xhrOnSlope.betaRegime_se(1,select),'--b')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(2,select)+1.96*momentsData.(name).xhrOnSlope.betaRegime_se(2,select),'--r')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(2,select)-1.96*momentsData.(name).xhrOnSlope.betaRegime_se(2,select),'--r')
    xlabel('Maturity in years','FontSize',FontSizeValue)
    set(gca,'FontSize',FontSizeValue);
    legend({'Data: Boom','Model: Boom','Data: Recession','Model: Recession'},'Orientation','horizontal',...
        'Position',[0.466329365079364 0.959920634920635 0.39625 0.0331632653061225],...
        'FontSize',FontSizeValue);
    title('Regime-Dependent: Intercepts')
    axis tight
    
    
    % Standard slopes
    idx = idx + 1;
    subplot(2,2,idx)
    hold on
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.beta(2,select),'-k')
    plot(momentsModel.(name).maturities(select)/12,momentsModel.(name).xhrOnSlope.beta(2,select),'-xk','MarkerSize',markerSizeValue)
    % CI95 bands
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.beta(2,select)+1.96*momentsData.(name).xhrOnSlope.beta_se(2,select),'--k')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.beta(2,select)-1.96*momentsData.(name).xhrOnSlope.beta_se(2,select),'--k')
    xlabel('Maturity in years','FontSize',FontSizeValue)
    set(gca,'FontSize',FontSizeValue)
    title('Slopes')
    
    % Regime-dependent regression: Slopes
    idx = idx + 1;
    subplot(2,2,idx)
    hold on
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(3,select),'-b')
    plot(momentsModel.(name).maturities(select)/12,momentsModel.(name).xhrOnSlope.betaRegime(3,select),'-xb','MarkerSize',markerSizeValue)
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(4,select),'-r');
    plot(momentsModel.(name).maturities(select)/12,momentsModel.(name).xhrOnSlope.betaRegime(4,select),'-xr','LineWidth',lineWidthValue,'MarkerSize',markerSizeValue)
    % CI95 bands
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(3,select)+1.96*momentsData.(name).xhrOnSlope.betaRegime_se(3,select),'--b')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(3,select)-1.96*momentsData.(name).xhrOnSlope.betaRegime_se(3,select),'--b')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(4,select)+1.96*momentsData.(name).xhrOnSlope.betaRegime_se(4,select),'--r')
    plot(momentsData.(name).maturities(select)/12,momentsData.(name).xhrOnSlope.betaRegime(4,select)-1.96*momentsData.(name).xhrOnSlope.betaRegime_se(4,select),'--r')
    xlabel('Maturity in years','FontSize',FontSizeValue)
    set(gca,'FontSize',FontSizeValue)
    if i == 1
        legend({'Data: Boom','Model: Boom','Data: Recession','Model: Recession'},'Orientation','horizontal',...
            'Position',[0.466329365079364 0.959920634920635 0.39625 0.0331632653061225],...
            'FontSize',FontSizeValue);
    end
    axis tight
    title('Slopes: Regime-Dependent')
    
 end



end